Steffen Grønneberg

ACADEMIC DEGREES

2011 University of Oslo, Institute of Mathematics Ph.D.

WORK EXPERIENCE

2011 - Present BI Norwegian Business School Associate professor

CHAPTERS

Grønneberg, Steffen. 

The Copula Information Criterion and Its Implications for the Maximum Pseudo-Likelihood Estimator. I: Dependence modeling: vine copula handbook. World Scientific 2011 ISBN 978-9814299879. p. 113-138 UiO

SCIENTIFIC ARTICLES

Foldnes, Njål; Grønneberg, Steffen. 

Approximating Test Statistics Using Eigenvalue Block Averaging. Structural Equation Modeling 2017 BI

Foldnes, Njål; Grønneberg, Steffen. 

Covariance Model Simulation Using Regular Vines. Psychometrika 2017 BI

Foldnes, Njål; Grønneberg, Steffen. 

The asymptotic covariance matrix and its use in simulation studies. Structural Equation Modeling 2017 BI

Sucarrat, Genaro; Grønneberg, Steffen; Escribano, Alvaro. 

Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown. Computational Statistics & Data Analysis 2015 ;Volume 100. p. 582-594 BI

Foldnes, Njål; Grønneberg, Steffen. 

How general is the Vale-Maurelli simulation approach?. Psychometrika 2014 ;Volume 80.(4) p. 1066-1083 BI

Grønneberg, Steffen; Hjort, Nils Lid. 

The Copula Information Criteria. Scandinavian Journal of Statistics 2014 ;Volume 41.(2) p. 436-459 BI UiO

Grønneberg, Steffen; Hjort, Nils Lid. 

On the errors committed by sequences of estimator functionals. Mathematical Methods of Statistics 2011 ;Volume 20.(4) p. 327-346 BI UiO